quantlib.models.shortrate.calibrationhelpers.swaption_helper

Copyright (C) 2015, Enthought Inc Copyright (C) 2015, Patrick Henaff

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.

Classes

SwaptionHelper(maturity_or_exercise_date, ...)